Processes with volatility‐induced stationarity: an application for interest rates (Q5438539): Difference between revisions

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+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Nonlinearity and temporal dependence
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+A new technique for simulating the likelihood of stochastic differential equations
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+Q4693053
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